-18.5%
RCI vs VT
+53.4%
-71.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +2.2% | -2.3% | +4.6% | +3.3% |
| 30D | +8.7% | -5.0% | +13.6% | +11.1% |
| 3M | -2.5% | -4.9% | +2.3% | -0.5% |
| 6M | -6.7% | -1.5% | -5.2% | -6.5% |
| YTD | -9.1% | +8.5% | -17.6% | -13.3% |
| 1Y | -6.8% | +11.4% | -18.2% | -12.4% |
| 3Y | -8.1% | +70.1% | -78.2% | -32.0% |
| All | -18.5% | +53.4% | -71.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling